+200.5%
B vs P
+748.5%
-548.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.7% |
| 7D | +11.3% | -9.6% | +20.9% | +12.0% |
| 30D | +2.9% | -33.4% | +36.4% | +5.9% |
| 3M | -2.9% | +14.2% | -17.1% | -4.7% |
| 6M | -1.2% | +31.6% | -32.8% | -4.6% |
| YTD | -1.3% | +53.5% | -54.8% | -5.9% |
| 1Y | +30.4% | +14.2% | +16.2% | +26.2% |
| 3Y | +195.3% | +190.5% | +4.8% | +165.3% |
| 5Y | +146.2% | +256.3% | -110.1% | +116.9% |
| 10Y | +200.5% | +707.9% | -507.4% | +145.4% |
| All | +200.5% | +748.5% | -548.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling